I'm working on solving a sequence of large-scale mixed-integer programs (each with million-ish constraints and variables) using GAMS/CPLEX. I found that under the same solver options, using GAMS version 24.9 (I don't know the exact CPLEX version, though) takes around 40 minutes to solve one problem, whereas using GAMS version 44.4 (with a definitely newer version of CPLEX) takes more than 1.5 hours to solve.
I would expect upgrading to a much newer version should render a much better performance, but actually it got even much worse... I know it could be the case that CPLEX changed some of the solver option behaviors, so the previous solver options might not work well in the new version. Hence, I'd like to ask for experts' help here to understand which solver option I would need to tweak to gain a better performance.
Here is the list of solver options I set for GAMS/CPLEX in both versions:
Code: Select all
polishafterintsol 1
epgap 0.03
eprhs 1e-5
solverfinal 0
repairtries 500
mipstart 1
mipemphasis 1
relaxfixedinfeas 1
nodefileind 2
varsel 0
scaind 1
numericalemphasis 0
mipdisplay 3
workmem 100
clocktype 1
detilim 2500000
iis 1
symmetry 0
P.S. I tried the Benders decomposition algorithm in the new CPLEX and it performed so badly. I guess that was because I didn't provide my own partition strategy.
Any advise is much appreciated! Happy Thanksgiving!
Best,
Gabriel